Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'397 CHF | 255'422 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'155 CHF | 254'180 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'874 CHF | 253'899 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'283 CHF | 254'308 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'262 CHF | 254'287 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'544 CHF | 253'569 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'882 CHF | 252'907 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'668 CHF | 252'687 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'258 CHF | 252'258 CHF | 99.59% | 99.59% |
02.05.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'177 CHF | 252'177 CHF | 100.00% | 100.00% |